-88.9%
MSTU vs MULL
+322.2%
-411.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.2% | +0.2% | -3.9% |
| 7D | -25.8% | +24.5% | -50.3% | -29.7% |
| 30D | -43.9% | -35.5% | -8.3% | -39.3% |
| 3M | +2.9% | -44.8% | +47.7% | +13.8% |
| 6M | -75.5% | -45.5% | -30.0% | -76.6% |
| YTD | -76.7% | +232.5% | -309.3% | -85.0% |
| 1Y | -88.9% | +343.3% | -432.2% | -93.3% |
| All | -88.9% | +322.2% | -411.1% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling